76 research outputs found

    Large-scale unit commitment under uncertainty: an updated literature survey

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    The Unit Commitment problem in energy management aims at finding the optimal production schedule of a set of generation units, while meeting various system-wide constraints. It has always been a large-scale, non-convex, difficult problem, especially in view of the fact that, due to operational requirements, it has to be solved in an unreasonably small time for its size. Recently, growing renewable energy shares have strongly increased the level of uncertainty in the system, making the (ideal) Unit Commitment model a large-scale, non-convex and uncertain (stochastic, robust, chance-constrained) program. We provide a survey of the literature on methods for the Uncertain Unit Commitment problem, in all its variants. We start with a review of the main contributions on solution methods for the deterministic versions of the problem, focussing on those based on mathematical programming techniques that are more relevant for the uncertain versions of the problem. We then present and categorize the approaches to the latter, while providing entry points to the relevant literature on optimization under uncertainty. This is an updated version of the paper "Large-scale Unit Commitment under uncertainty: a literature survey" that appeared in 4OR 13(2), 115--171 (2015); this version has over 170 more citations, most of which appeared in the last three years, proving how fast the literature on uncertain Unit Commitment evolves, and therefore the interest in this subject

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    Proceedings of the 1st Virtual Control Conference VCC 2010

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    Model-based and data-based frequency domain design of fixed structure robust controller: a polynomial optimization approach

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    L'abstract è presente nell'allegato / the abstract is in the attachmen

    Model Order Reduction

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    An increasing complexity of models used to predict real-world systems leads to the need for algorithms to replace complex models with far simpler ones, while preserving the accuracy of the predictions. This three-volume handbook covers methods as well as applications. This third volume focuses on applications in engineering, biomedical engineering, computational physics and computer science

    Probabilistic Framework for Sensor Management

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    A probabilistic sensor management framework is introduced, which maximizes the utility of sensor systems with many different sensing modalities by dynamically configuring the sensor system in the most beneficial way. For this purpose, techniques from stochastic control and Bayesian estimation are combined such that long-term effects of possible sensor configurations and stochastic uncertainties resulting from noisy measurements can be incorporated into the sensor management decisions

    Probabilistic Robustness Analysis with Aerospace Applications

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    This thesis develops theoretical and computational methods for the robustness analysis of uncertain systems. The considered systems are linearized and depend rationally on random parameters with an associated probability distribution. The uncertainty is tackled by applying a polynomial chaos expansion (PCE), a series expansion for random variables similar to the well-known Fourier series for periodic time signals. We consider the linear perturbations around a system's operating point, i.e., reference trajectory, both from a probabilistic and worst-case point of view. A chief contribution is the polynomial chaos series expansion of uncertain linear systems in linear fractional representation (LFR). This leads to significant computational benefits when analyzing the probabilistic perturbations around a system's reference trajectory. The series expansion of uncertain interconnections in LFR further delivers important theoretical insights. For instance, it is shown that the PCE of rational parameter-dependent linear systems in LFR is equivalent to applying Gaussian quadrature for numerical integration. We further approximate the worst-case performance of uncertain linear systems with respect to quadratic performance metrics. This is achieved by approximately solving the underlying parametric Riccati differential equation after applying a polynomial chaos series expansion. The utility of the proposed probabilistic robustness analysis is demonstrated on the example of an industry-sized autolanding system for an Airbus A330 aircraft. Mean and standard deviation of the stochastic perturbations are quantified efficiently by applying a PCE to a linearization of the system along the nominal approach trajectory. Random uncertainty in the aerodynamic coefficients and mass parameters are considered, as well as atmospheric turbulence and static wind shear. The approximate worst-case analysis is compared with Monte Carlo simulations of the complete nonlinear model. The methods proposed throughout the thesis rapidly provide analysis results in good agreement with the Monte Carlo benchmark, at reduced computational cost

    Fast and Safe Trajectory Optimization for Autonomous Mobile Robots using Reachability Analysis

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    Autonomous mobile robots (AMRs) can transform a wide variety of industries including transportation, shipping and goods delivery, and defense. AMRs must match or exceed human performance in metrics for task completion and safety. Motion plans for AMRs are generated by solving an optimization program where collision avoidance and the trajectory obeying a dynamic model of the robot are enforced as constraints. This dissertation focuses on three main challenges associated with trajectory planning. First, collision checks are typically performed at discrete time steps. Second, there can be a nontrivial gap between the planning model used and the actual system. Finally, there is inherent uncertainty in the motion of other agents or robots. This dissertation first proposes a receding-horizon planning methodology called Reachability-based Trajectory Design (RTD) to address the first and second challenges, where uncertainty is dealt with robustly. Sums-of-Squares (SOS) programming is used to represent the forward reachable set for a dynamic system plus uncertainty, over an interval of time, as a polynomial level set. The trajectory optimization is a polynomial optimization program over a space of trajectory parameters. Hardware demonstrations are implemented on a Segway, rover, and electric vehicle. In a simulation of 1,000 trials with static obstacles, RTD is compared to Rapidly-exploring Random Tree (RRT) and Nonlinear Model Predictive Control (NMPC) planners. RTD has success rates of 95.4% and 96.3% for the Segway and rover respectively, compared to 97.6% and 78.2% for RRT and 0% for NMPC planners. RTD is the only successful planner with no collisions. In 10 simulations with a CarSim model, RTD navigates a test track on all trials. In 1,000 simulations with random dynamic obstacles RTD has success rates of 96.8% and 100% respectively for the electric vehicle and Segway, compared to 77.3% and 92.4% for a State Lattice planner. In 100 simulations performing left turns, RTD has a success rate of 99% compared to 80% for an MPC controller tracking the lane centerline. The latter half of the dissertation treats uncertainty with the second and/or third challenges probabilistically. The Chance-constrained Parallel Bernstein Algorithm (CCPBA) allows one to solve the trajectory optimization program from RTD when obstacle states are given as probability functions. A comparison for an autonomous vehicle planning a lane change with one obstacle shows an MPC algorithm using Cantelli's inequality is unable to find a solution when the obstacle's predictions are generated with process noise three orders of magnitude less than CCPBA. In environments with 1-6 obstacles, CCPBA finds solutions in 1e-3 to 1.2 s compared to 1 to 16 s for an NMPC algorithm using the Chernoff bound. A hardware demonstration is implemented on the Segway. The final portion of the dissertation presents a chance-constrained NMPC method where uncertain components of the robot model are estimated online. The application is an autonomous vehicle with varying road surfaces. In the first study, the controller uses a linear tire force model. Over 200 trials of lane changes at 17 m/s, the chance-constrained controller has a cost 86% less than a controller using fixed coefficients for snow, and only 29% more than an oracle controller using the simulation model. The chance-constrained controller also has 0 lateral position constraint violations, while an adaptive-only controller has minor violations. The second study uses nonlinear tire models on a more aggressive maneuver and provides similar results.PHDMechanical EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/169729/1/skvaskov_1.pd
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